@@ -35,7 +35,7 @@ Timings are in \b milliseconds, and factors are relative to the LLT decompositio
...
@@ -35,7 +35,7 @@ Timings are in \b milliseconds, and factors are relative to the LLT decompositio
+ For large problem sizes, only the decomposition implementing a cache-friendly blocking strategy scale well. Those include LLT, PartialPivLU, HouseholderQR, and BDCSVD. This explain why for a 4k x 4k matrix, HouseholderQR is faster than LDLT. In the future, LDLT and ColPivHouseholderQR will also implement blocking strategies.
+ For large problem sizes, only the decomposition implementing a cache-friendly blocking strategy scale well. Those include LLT, PartialPivLU, HouseholderQR, and BDCSVD. This explain why for a 4k x 4k matrix, HouseholderQR is faster than LDLT. In the future, LDLT and ColPivHouseholderQR will also implement blocking strategies.
+ CompleteOrthogonalDecomposition is based on ColPivHouseholderQR and they thus achieve the same level of performance.
+ CompleteOrthogonalDecomposition is based on ColPivHouseholderQR and they thus achieve the same level of performance.
The above table has been generated by the <a href="https://bitbucket.org/eigen/eigen/raw/default/bench/dense_solvers.cpp">bench/dense_solvers.cpp</a> file, feel-free to hack it to generate a table matching your hardware, compiler, and favorite problem sizes.
The above table has been generated by the <a href="https://gitlab.com/libeigen/eigen/raw/master/bench/dense_solvers.cpp">bench/dense_solvers.cpp</a> file, feel-free to hack it to generate a table matching your hardware, compiler, and favorite problem sizes.